Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.555 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47507.06 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46112.21 Kr¶

PnL: ---------------------------------------> -776.36 Kr¶

DD now: ---------------------------------> -2.309 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 16:33:51.757801'

Anic Portfolio¶

Today¶

Return: -0.763 %¶

This Week¶

Return: -1.352 %¶

Total¶

Return: 55.526 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.730000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -1.500000 2754.500000 118.500000 4.500000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.240000 424.400000 69.400000 19.550000 355.000000
Corem Property Group B 59 -2.510000 641.330000 64.330000 11.150000 576.999999
HMS Networks 2 -0.780000 710.000000 37.000000 5.500000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.660000 548.000000 16.000000 3.010000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.780000 260.160000 14.160000 5.760000 246.000000
Eastnine 4 -1.260000 503.200000 12.200000 2.480000 491.000000
Resurs Holding 22 0.410000 586.080000 12.080000 2.100000 573.999998
Midsona B 63 -1.670000 594.720000 11.720000 2.010000 582.999984
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Norva24 Group 16 -4.220000 551.680000 8.680000 1.600000 543.000000
Karnov Group 9 2.540000 544.500000 8.500000 1.590000 536.000004
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Intrum 4 -0.820000 531.600000 4.600000 0.870000 527.000000
AcadeMedia 12 0.990000 560.400000 3.400000 0.610000 557.000004
Essity B 2 -0.520000 577.000000 3.000000 0.520000 574.000000
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Boozt 12 1.470000 1654.800000 0.800000 0.050000 1653.999996
Handelsbanken A 5 -1.840000 546.750000 0.750000 0.140000 546.000000
MedCap 2 -2.330000 420.000000 -1.000000 -0.240000 421.000000
Fastighetsbolag. Emilshus Pref 21 -3.610000 560.700000 -1.300000 -0.230000 562.000005
Swedbank A 3 -1.630000 560.850000 -3.150000 -0.560000 564.000000
Securitas B 6 -0.590000 563.640000 -6.360000 -1.120000 570.000000
Nordea Bank Abp 29 -1.330000 3444.620000 -9.380000 -0.270000 3453.999992
CTEK 13 0.580000 516.100000 -17.900000 -3.350000 533.999999
International Petroleum Corp. 5 1.460000 520.000000 -74.570000 -12.540000 594.565215
Vivesto 1368 -4.100000 530.780000 -82.220000 -13.410000 612.999432
SAAB B 8 -0.730000 3276.000000 -101.000000 -2.990000 3377.000000
Sampo Oyj SDB 7 -1.020000 3738.000000 -112.000000 -2.910000 3850.000000
OX2 18 -0.170000 1541.700000 -122.300000 -7.350000 1663.999992
Axfood 13 -0.290000 3568.500000 -187.500000 -4.990000 3756.000001
Fasadgruppen Group 35 -1.770000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 -0.340000 3016.000000 -346.000000 -10.290000 3361.999992
TOTAL 46112.210000 -776.360000 -2.30893% 46888.564618

Updated:¶

'2023-01-13 16:34:04.205092'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶